Data for: OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach

Published: 8 Mar 2018 | Version 1 | DOI: 10.17632/9kn8k22psf.1
Contributor(s):

Description of this data

Returns and volatility of Brent and WTI, and OPEC announcement data.

Experiment data files

This data is associated with the following publication:

OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach

Published in: North American Journal of Economics and Finance

Latest version

  • Version 1

    2018-03-08

    Published: 2018-03-08

    DOI: 10.17632/9kn8k22psf.1

    Cite this dataset

    Yoon, Seong-Min; Gupta, Rangan (2018), “Data for: OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach”, Mendeley Data, v1 http://dx.doi.org/10.17632/9kn8k22psf.1

Statistics

Views: 62
Downloads: 0

Categories

Economics

Licence

CC BY NC 3.0 Learn more

The files associated with this dataset are licensed under a Attribution-NonCommercial 3.0 Unported licence.

What does this mean?

You are free to adapt, copy or redistribute the material, providing you attribute appropriately and do not use the material for commercial purposes.

Report